Initialisation et génération des données

## [1] "number of cores available = 1"
#Phi[1] ; eta = valeur de fin  Phi[2] = valeur du noeud  Phi[3] = echelle
m <- function(t, eta, phi) (phi[,1] + eta)/(1+exp((phi[,2]-t)/phi[,3]))
#=======================================#
param <- list(sigma2 = 0.05,
              rho2 = 0.1,
              mu = c(5,90,5),
              omega2 = c(0.5,0.1,0.01),
              #Survival data,
              nu2 = 0.5,
              a = 90,
              b = 50,
              alpha = 7,
              beta = 10)

#=======================================#
t <- seq(60,120, length.out = 10) #value of times

dt_NLME <- NLME_data(G = 10, ng = 12, time = t, fct = m, param = param)
dt_SF <- SF_obs(dt_NLME, param, m)

getDim(dt_NLME)
##    G   ng    n    N   F. 
##   10   12 1200  120    3
Y <- dt_NLME$obs
source('joint_model.R')

Resultats

sigma2 rho2 mu1 mu2 mu3 omega21 omega22 omega23 nu2 a b alpha beta
Oracle 0.0547 0.0989 4.8705 89.8641 5.0112 0.4026 0.047 0.0143 0.7033 90.0000 50.0000 7.0000 10.0000
Initialisation 0.0653 0.2000 6.7308 121.1540 6.7308 0.1000 0.100 0.1000 0.6277 118.7977 68.4922 8.8942 12.6101

Légende des graphs : En pointillé les moyennes à priori, la ligne vertical orange symbolise la phase de correction

niter <- 10*3
correction.phase <- 15
MH.iter <- function(k) ifelse(k<=correction.phase, 100, 100)

sd.eta <- function(k) 0.04
sd.phi <- function(k) ifelse(k<=correction.phase, 0.5, 0.05 )

sd <- seq(0.5, 1.5, length.out = 10)
for(i in 1:length(sd))
{
  message(paste0('===============================================================================', i))
  print(sd[i])
  sd.phi <- function(k) ifelse(k<=correction.phase, sd[i], 0.05 )
  res <- SAEM(niter, MH.iter, para, Phi, S$eval, Z, sim, maxi, eps = 1e-3, verbatim = 2)
  affichage(res)
}
## [1] 0.5
## [1] "SAEM execution time = 00min 14sec"

## [1] 0.6111111
## [1] "SAEM execution time = 00min 13sec"

## [1] 0.7222222
## [1] "SAEM execution time = 00min 13sec"

## [1] 0.8333333
## [1] "SAEM execution time = 00min 13sec"

## [1] 0.9444444
## [1] "SAEM execution time = 00min 13sec"

## [1] 1.055556
## [1] "SAEM execution time = 00min 13sec"

## [1] 1.166667
## [1] "SAEM execution time = 00min 13sec"

## [1] 1.277778
## [1] "SAEM execution time = 00min 13sec"

## [1] 1.388889
## [1] "SAEM execution time = 00min 13sec"

## [1] 1.5
## [1] "SAEM execution time = 00min 13sec"

Chunk execution time = 02min 24sec